+42.7%
AMGN vs STT
+48.2%
-5.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +1.5% | +5.1% | -3.7% | +0.8% |
| 30D | +13.1% | -0.2% | +13.4% | +13.1% |
| 3M | +12.9% | -8.1% | +21.0% | +14.0% |
| 6M | +40.8% | +16.6% | +24.1% | +36.2% |
| YTD | +45.6% | +37.8% | +7.8% | +35.6% |
| 1Y | +42.7% | +46.8% | -4.1% | +33.5% |
| All | +42.7% | +48.2% | -5.4% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling